ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 07-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2023 |
07-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
108-098 |
108-042 |
-0-055 |
-0.2% |
107-180 |
| High |
108-112 |
108-070 |
-0-042 |
-0.1% |
108-308 |
| Low |
107-298 |
107-188 |
-0-110 |
-0.3% |
107-108 |
| Close |
108-010 |
107-245 |
-0-085 |
-0.2% |
108-022 |
| Range |
0-135 |
0-202 |
0-068 |
50.0% |
1-200 |
| ATR |
0-195 |
0-196 |
0-001 |
0.3% |
0-000 |
| Volume |
3,653 |
1,785 |
-1,868 |
-51.1% |
1,014,349 |
|
| Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-242 |
109-126 |
108-036 |
|
| R3 |
109-039 |
108-243 |
107-301 |
|
| R2 |
108-157 |
108-157 |
107-282 |
|
| R1 |
108-041 |
108-041 |
107-264 |
107-318 |
| PP |
107-274 |
107-274 |
107-274 |
107-252 |
| S1 |
107-158 |
107-158 |
107-226 |
107-115 |
| S2 |
107-072 |
107-072 |
107-208 |
|
| S3 |
106-189 |
106-276 |
107-189 |
|
| S4 |
105-307 |
106-073 |
107-134 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-319 |
112-051 |
108-308 |
|
| R3 |
111-119 |
110-171 |
108-166 |
|
| R2 |
109-239 |
109-239 |
108-118 |
|
| R1 |
108-291 |
108-291 |
108-070 |
109-105 |
| PP |
108-039 |
108-039 |
108-039 |
108-106 |
| S1 |
107-091 |
107-091 |
107-295 |
107-225 |
| S2 |
106-159 |
106-159 |
107-247 |
|
| S3 |
104-279 |
105-211 |
107-200 |
|
| S4 |
103-079 |
104-011 |
107-056 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-308 |
107-188 |
1-120 |
1.3% |
0-200 |
0.6% |
13% |
False |
True |
13,521 |
| 10 |
108-308 |
107-108 |
1-200 |
1.5% |
0-202 |
0.6% |
26% |
False |
False |
988,995 |
| 20 |
110-275 |
107-108 |
3-168 |
3.3% |
0-185 |
0.5% |
12% |
False |
False |
1,189,020 |
| 40 |
111-112 |
107-108 |
4-005 |
3.7% |
0-187 |
0.5% |
11% |
False |
False |
1,128,884 |
| 60 |
111-112 |
107-108 |
4-005 |
3.7% |
0-231 |
0.7% |
11% |
False |
False |
1,206,365 |
| 80 |
111-112 |
106-025 |
5-088 |
4.9% |
0-224 |
0.6% |
32% |
False |
False |
1,240,455 |
| 100 |
111-112 |
106-025 |
5-088 |
4.9% |
0-211 |
0.6% |
32% |
False |
False |
994,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-291 |
|
2.618 |
109-280 |
|
1.618 |
109-078 |
|
1.000 |
108-272 |
|
0.618 |
108-195 |
|
HIGH |
108-070 |
|
0.618 |
107-313 |
|
0.500 |
107-289 |
|
0.382 |
107-265 |
|
LOW |
107-188 |
|
0.618 |
107-062 |
|
1.000 |
106-305 |
|
1.618 |
106-180 |
|
2.618 |
105-297 |
|
4.250 |
104-287 |
|
|
| Fisher Pivots for day following 07-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-289 |
107-310 |
| PP |
107-274 |
107-288 |
| S1 |
107-260 |
107-267 |
|